3.14.0t catch_warnings test failed

[davidhewitt]

After #5524 we made the catch_warnings rely on CPython's new thread safety.

https://github.com/PyO3/pyo3/actions/runs/18593335398/job/53014784837?pr=5529#step:19:2992 - this job failed on a warnings error.

cc @ngoldbaum, possible issue in 3.14.0t ? I'll try to reproduce.

[ngoldbaum]

Interesting. Ping @nascheme (who did the bulk of the work in CPython). But just as an FYI, I'll let you know if we need to pull you in for real :)